Solutions of stochastic partial differential equations as extremals of convex functionals |
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| Authors: | István Gyöngy Teresa Martínez |
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| Affiliation: | (1) School of Mathematics, University of Edinburgh, King's Buildings, Edinburgh, EH9 3JZ, United Kingdom;(2) Departamento de Matemáticas, Universidad Autónoma de Madrid, Campus de Cantoblanco 28049 Madrid, Spain |
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| Abstract: | ![]()
Summary Stochastic evolution equations with monotone operators in Banach spaces are considered. The solutions are characterized as minimizers of certain convex functionals. The method of monotonicity is interpreted as a method of constructing minimizers to these functionals, and in this way solutions are constructed via Euler-Galerkin approximations. |
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| Keywords: | stochastic partial differential equations monotone operators |
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